Hi, I have a question regadring rstan performance.
Recently I am performing model diagnosis with shinystan and I found that the trace plot for one of the parameter looks suspicious to me:
However, all the 4 chains have converged in the aspect of Rhat (around 1) for all the parameters with an effective sample size 4000+. Also the model works well for simulation dataset, but when applied to some real-world dataset it generates such strange traceplot. I have also tried to specify some initial values for that parameter but it did not help.
Could anyone kindly tell me what does this trace plot means? For me it seems that the draws of posterior values of that parameter is stuck at some place, but in this case how could the effective sample size and Rhat still be very good?
Thx!